\(L^p\) solution of general mean-field BSDEs with continuous coefficients

DOI10.1007/s10473-020-0417-xzbMath1499.60180OpenAlexW3033090783MaRDI QIDQ2151504

Yajie Chen, Xiao Zhang, Chuanzhi Xing

Publication date: 5 July 2022

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10473-020-0417-x

zbMATH Keywords

monotonicity condition\(L^p\) solutionuniformly continuous conditioncontinuous conditiongeneral mean-field backward stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (5)

Comparison theorems for multi-dimensional general mean-field BDSDES ⋮ Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations ⋮ McKean-Vlasov BSDEs with locally monotone coefficient ⋮ General coupled mean-field reflected forward-backward stochastic differential equations ⋮ General mean-field BDSDEs with continuous coefficients

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